If your holding is CHESS registered then you need to get your Broker to do transfer, they usually charge $ 30 to 40
If your holding is Issuer sponsored then you can do it yourself using a standard transfer form, these can usually be downloaded from Share Registry site
In NSW no stamp duty is payable
Do not forget that ATO considers the transfer as a disposal and thus capital gains tax is payable or a capital loss is created
You will also need to decided what sort of contribution that the shares are to treated as in you SMSF (concessionsl or Non concessional)
